+330.8%
WM vs CNH
+107.0%
+223.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.2% |
| 7D | +1.2% | +6.4% | -5.2% | 0.0% |
| 30D | +15.2% | -1.6% | +16.9% | +15.3% |
| 3M | +8.3% | +11.6% | -3.2% | +5.7% |
| 6M | +13.1% | +12.5% | +0.6% | +9.7% |
| YTD | +12.5% | +31.1% | -18.6% | +5.5% |
| 1Y | +21.8% | +17.0% | +4.8% | +16.4% |
| 3Y | +48.8% | +28.7% | +20.0% | +35.5% |
| 5Y | +62.1% | -17.4% | +79.5% | +58.6% |
| All | +330.8% | +107.0% | +223.8% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling